+91.2%
BSX vs ALM
+3,082.3%
-2,991.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.1% |
| 7D | -7.0% | +3.6% | -10.7% | -7.2% |
| 30D | -10.9% | +33.8% | -44.7% | -11.7% |
| 3M | -8.2% | +14.8% | -22.9% | -8.8% |
| 6M | -37.5% | -7.0% | -30.5% | -37.7% |
| YTD | -52.8% | +108.1% | -160.9% | -54.1% |
| 1Y | -58.4% | +313.8% | -372.2% | -60.4% |
| 3Y | -16.5% | +2,227.6% | -2,244.2% | -24.8% |
| 5Y | -1.0% | +956.6% | -957.6% | -9.8% |
| 10Y | +91.2% | +3,082.3% | -2,991.1% | +76.4% |
| All | +91.2% | +3,082.3% | -2,991.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling